Just for future reference, and to counter some of the command-line love going on here :-)
you can also open the Properties of the file, select the Permissions pane and enable the Executable flags. If you then double-click the file, it'll let you run it as a script.

You might want to run it in the Terminal though if you'd like to see the output.

You can also create a Launcher. Right click on the Desktop and select Create Launcher to do that.